+31.3%
ABNB vs WST
+55.8%
-24.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.9% | +9.8% | +11.2% |
| 7D | +15.6% | -3.1% | +18.7% | +16.6% |
| 30D | +18.3% | +9.1% | +9.2% | +15.7% |
| 3M | +25.3% | +14.7% | +10.6% | +20.8% |
| 6M | +35.8% | +28.0% | +7.8% | +26.8% |
| YTD | +40.0% | +45.6% | -5.7% | +25.5% |
| 1Y | +57.6% | +45.7% | +12.0% | +41.2% |
| 3Y | +60.8% | +21.1% | +39.7% | +37.4% |
| 5Y | -5.8% | +0.3% | -6.1% | -19.2% |
| All | +31.3% | +55.8% | -24.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling